+553.4%
KTOS vs ALLY
+116.8%
+436.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -2.3% | -3.3% | +0.9% | -0.9% |
| 30D | -26.3% | -4.1% | -22.2% | -24.9% |
| 3M | -14.3% | +1.4% | -15.7% | -15.0% |
| 6M | -47.2% | +14.4% | -61.6% | -50.4% |
| YTD | -38.1% | -4.9% | -33.2% | -37.0% |
| 1Y | -28.4% | +5.5% | -34.0% | -30.5% |
| 3Y | +219.6% | +66.0% | +153.5% | +142.1% |
| 5Y | +107.0% | -2.4% | +109.3% | +90.9% |
| 10Y | +619.4% | +188.3% | +431.1% | +245.3% |
| All | +553.4% | +116.8% | +436.6% | +256.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling